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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 10:24:14 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/26/t12592563295qyugxuz0u432hb.htm/, Retrieved Sun, 28 Apr 2024 20:07:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60187, Retrieved Sun, 28 Apr 2024 20:07:01 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

113

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:26:39] [b98453cac15ba1066b407e146608df68]
- R PD          [(Partial) Autocorrelation Function] [] [2009-11-26 17:24:14] [d1856923bab8a0db5ebd860815c7444f] [Current]

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Dataseries X:

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Histogram

Boxplots

3.68
3.72
3.77
3.92
4.12
4.03
3.93
4.03
4.24
4.13
3.87
4.26
4.46
4.56
4.58
4.85
4.84
4.51
4.37
4.23
4.23
4.25
4.41
4.28
4.42
4.39
4.44
4.62
4.64
4.34
4.22
4.01
4.11
4.06
3.82
3.76
3.83
3.79
3.92
4.04
4.02
4.03
3.96
3.7
3.54
3.37
3.39
3.49
3.3
3.14
3.31
3.3
3.26
3.43
3.6
3.76
3.57
3.59
3.66
3.85

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60187&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60187&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60187&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.044107	0.3024	0.381847
2	-0.115992	-0.7952	0.215247
3	0.008005	0.0549	0.478234
4	0.095415	0.6541	0.258108
5	-0.056709	-0.3888	0.349597
6	0.01207	0.0827	0.467201
7	-0.023255	-0.1594	0.437006
8	0.046487	0.3187	0.375683
9	0.052121	0.3573	0.361226
10	-0.054228	-0.3718	0.355868
11	0.118287	0.8109	0.210745
12	-0.159134	-1.091	0.140424
13	-0.021334	-0.1463	0.442171
14	0.153735	1.054	0.148647
15	0.033014	0.2263	0.410962
16	0.014763	0.1012	0.459907
17	0.148845	1.0204	0.156374
18	-0.064304	-0.4408	0.330672
19	-0.017356	-0.119	0.452896
20	0.047833	0.3279	0.372212
21	-0.104997	-0.7198	0.237599
22	-0.104885	-0.7191	0.237834
23	-0.15217	-1.0432	0.15109
24	-0.00549	-0.0376	0.485068
25	0.156436	1.0725	0.144492
26	-7.9e-05	-5e-04	0.499784
27	-0.070224	-0.4814	0.316223
28	0.074778	0.5127	0.305297
29	-0.02441	-0.1673	0.433908
30	-0.165303	-1.1333	0.131426
31	-0.005366	-0.0368	0.485405
32	-0.002759	-0.0189	0.492496
33	0.113586	0.7787	0.220027
34	-0.083742	-0.5741	0.284317
35	-0.052172	-0.3577	0.361096
36	-0.100771	-0.6909	0.246528

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.044107 & 0.3024 & 0.381847 \tabularnewline
2 & -0.115992 & -0.7952 & 0.215247 \tabularnewline
3 & 0.008005 & 0.0549 & 0.478234 \tabularnewline
4 & 0.095415 & 0.6541 & 0.258108 \tabularnewline
5 & -0.056709 & -0.3888 & 0.349597 \tabularnewline
6 & 0.01207 & 0.0827 & 0.467201 \tabularnewline
7 & -0.023255 & -0.1594 & 0.437006 \tabularnewline
8 & 0.046487 & 0.3187 & 0.375683 \tabularnewline
9 & 0.052121 & 0.3573 & 0.361226 \tabularnewline
10 & -0.054228 & -0.3718 & 0.355868 \tabularnewline
11 & 0.118287 & 0.8109 & 0.210745 \tabularnewline
12 & -0.159134 & -1.091 & 0.140424 \tabularnewline
13 & -0.021334 & -0.1463 & 0.442171 \tabularnewline
14 & 0.153735 & 1.054 & 0.148647 \tabularnewline
15 & 0.033014 & 0.2263 & 0.410962 \tabularnewline
16 & 0.014763 & 0.1012 & 0.459907 \tabularnewline
17 & 0.148845 & 1.0204 & 0.156374 \tabularnewline
18 & -0.064304 & -0.4408 & 0.330672 \tabularnewline
19 & -0.017356 & -0.119 & 0.452896 \tabularnewline
20 & 0.047833 & 0.3279 & 0.372212 \tabularnewline
21 & -0.104997 & -0.7198 & 0.237599 \tabularnewline
22 & -0.104885 & -0.7191 & 0.237834 \tabularnewline
23 & -0.15217 & -1.0432 & 0.15109 \tabularnewline
24 & -0.00549 & -0.0376 & 0.485068 \tabularnewline
25 & 0.156436 & 1.0725 & 0.144492 \tabularnewline
26 & -7.9e-05 & -5e-04 & 0.499784 \tabularnewline
27 & -0.070224 & -0.4814 & 0.316223 \tabularnewline
28 & 0.074778 & 0.5127 & 0.305297 \tabularnewline
29 & -0.02441 & -0.1673 & 0.433908 \tabularnewline
30 & -0.165303 & -1.1333 & 0.131426 \tabularnewline
31 & -0.005366 & -0.0368 & 0.485405 \tabularnewline
32 & -0.002759 & -0.0189 & 0.492496 \tabularnewline
33 & 0.113586 & 0.7787 & 0.220027 \tabularnewline
34 & -0.083742 & -0.5741 & 0.284317 \tabularnewline
35 & -0.052172 & -0.3577 & 0.361096 \tabularnewline
36 & -0.100771 & -0.6909 & 0.246528 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60187&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.044107[/C][C]0.3024[/C][C]0.381847[/C][/ROW]
[ROW][C]2[/C][C]-0.115992[/C][C]-0.7952[/C][C]0.215247[/C][/ROW]
[ROW][C]3[/C][C]0.008005[/C][C]0.0549[/C][C]0.478234[/C][/ROW]
[ROW][C]4[/C][C]0.095415[/C][C]0.6541[/C][C]0.258108[/C][/ROW]
[ROW][C]5[/C][C]-0.056709[/C][C]-0.3888[/C][C]0.349597[/C][/ROW]
[ROW][C]6[/C][C]0.01207[/C][C]0.0827[/C][C]0.467201[/C][/ROW]
[ROW][C]7[/C][C]-0.023255[/C][C]-0.1594[/C][C]0.437006[/C][/ROW]
[ROW][C]8[/C][C]0.046487[/C][C]0.3187[/C][C]0.375683[/C][/ROW]
[ROW][C]9[/C][C]0.052121[/C][C]0.3573[/C][C]0.361226[/C][/ROW]
[ROW][C]10[/C][C]-0.054228[/C][C]-0.3718[/C][C]0.355868[/C][/ROW]
[ROW][C]11[/C][C]0.118287[/C][C]0.8109[/C][C]0.210745[/C][/ROW]
[ROW][C]12[/C][C]-0.159134[/C][C]-1.091[/C][C]0.140424[/C][/ROW]
[ROW][C]13[/C][C]-0.021334[/C][C]-0.1463[/C][C]0.442171[/C][/ROW]
[ROW][C]14[/C][C]0.153735[/C][C]1.054[/C][C]0.148647[/C][/ROW]
[ROW][C]15[/C][C]0.033014[/C][C]0.2263[/C][C]0.410962[/C][/ROW]
[ROW][C]16[/C][C]0.014763[/C][C]0.1012[/C][C]0.459907[/C][/ROW]
[ROW][C]17[/C][C]0.148845[/C][C]1.0204[/C][C]0.156374[/C][/ROW]
[ROW][C]18[/C][C]-0.064304[/C][C]-0.4408[/C][C]0.330672[/C][/ROW]
[ROW][C]19[/C][C]-0.017356[/C][C]-0.119[/C][C]0.452896[/C][/ROW]
[ROW][C]20[/C][C]0.047833[/C][C]0.3279[/C][C]0.372212[/C][/ROW]
[ROW][C]21[/C][C]-0.104997[/C][C]-0.7198[/C][C]0.237599[/C][/ROW]
[ROW][C]22[/C][C]-0.104885[/C][C]-0.7191[/C][C]0.237834[/C][/ROW]
[ROW][C]23[/C][C]-0.15217[/C][C]-1.0432[/C][C]0.15109[/C][/ROW]
[ROW][C]24[/C][C]-0.00549[/C][C]-0.0376[/C][C]0.485068[/C][/ROW]
[ROW][C]25[/C][C]0.156436[/C][C]1.0725[/C][C]0.144492[/C][/ROW]
[ROW][C]26[/C][C]-7.9e-05[/C][C]-5e-04[/C][C]0.499784[/C][/ROW]
[ROW][C]27[/C][C]-0.070224[/C][C]-0.4814[/C][C]0.316223[/C][/ROW]
[ROW][C]28[/C][C]0.074778[/C][C]0.5127[/C][C]0.305297[/C][/ROW]
[ROW][C]29[/C][C]-0.02441[/C][C]-0.1673[/C][C]0.433908[/C][/ROW]
[ROW][C]30[/C][C]-0.165303[/C][C]-1.1333[/C][C]0.131426[/C][/ROW]
[ROW][C]31[/C][C]-0.005366[/C][C]-0.0368[/C][C]0.485405[/C][/ROW]
[ROW][C]32[/C][C]-0.002759[/C][C]-0.0189[/C][C]0.492496[/C][/ROW]
[ROW][C]33[/C][C]0.113586[/C][C]0.7787[/C][C]0.220027[/C][/ROW]
[ROW][C]34[/C][C]-0.083742[/C][C]-0.5741[/C][C]0.284317[/C][/ROW]
[ROW][C]35[/C][C]-0.052172[/C][C]-0.3577[/C][C]0.361096[/C][/ROW]
[ROW][C]36[/C][C]-0.100771[/C][C]-0.6909[/C][C]0.246528[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60187&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60187&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.044107	0.3024	0.381847
2	-0.115992	-0.7952	0.215247
3	0.008005	0.0549	0.478234
4	0.095415	0.6541	0.258108
5	-0.056709	-0.3888	0.349597
6	0.01207	0.0827	0.467201
7	-0.023255	-0.1594	0.437006
8	0.046487	0.3187	0.375683
9	0.052121	0.3573	0.361226
10	-0.054228	-0.3718	0.355868
11	0.118287	0.8109	0.210745
12	-0.159134	-1.091	0.140424
13	-0.021334	-0.1463	0.442171
14	0.153735	1.054	0.148647
15	0.033014	0.2263	0.410962
16	0.014763	0.1012	0.459907
17	0.148845	1.0204	0.156374
18	-0.064304	-0.4408	0.330672
19	-0.017356	-0.119	0.452896
20	0.047833	0.3279	0.372212
21	-0.104997	-0.7198	0.237599
22	-0.104885	-0.7191	0.237834
23	-0.15217	-1.0432	0.15109
24	-0.00549	-0.0376	0.485068
25	0.156436	1.0725	0.144492
26	-7.9e-05	-5e-04	0.499784
27	-0.070224	-0.4814	0.316223
28	0.074778	0.5127	0.305297
29	-0.02441	-0.1673	0.433908
30	-0.165303	-1.1333	0.131426
31	-0.005366	-0.0368	0.485405
32	-0.002759	-0.0189	0.492496
33	0.113586	0.7787	0.220027
34	-0.083742	-0.5741	0.284317
35	-0.052172	-0.3577	0.361096
36	-0.100771	-0.6909	0.246528

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.044107	0.3024	0.381847
2	-0.118167	-0.8101	0.210978
3	0.019243	0.1319	0.447803
4	0.081663	0.5599	0.289119
5	-0.063923	-0.4382	0.331612
6	0.039197	0.2687	0.394659
7	-0.042333	-0.2902	0.386463
8	0.05014	0.3437	0.366287
9	0.051833	0.3553	0.36196
10	-0.060145	-0.4123	0.340986
11	0.151292	1.0372	0.152473
12	-0.216701	-1.4856	0.072027
13	0.044787	0.307	0.380084
14	0.133497	0.9152	0.182376
15	-0.033292	-0.2282	0.410225
16	0.131888	0.9042	0.185256
17	0.092873	0.6367	0.263704
18	-0.090378	-0.6196	0.269257
19	0.043883	0.3008	0.382428
20	-0.006075	-0.0416	0.483479
21	-0.08934	-0.6125	0.271585
22	-0.114468	-0.7848	0.218269
23	-0.174583	-1.1969	0.118678
24	-0.0093	-0.0638	0.474717
25	0.098671	0.6765	0.251034
26	0.031713	0.2174	0.414413
27	0.019675	0.1349	0.44664
28	0.01507	0.1033	0.459076
29	0.00267	0.0183	0.492738
30	-0.194955	-1.3365	0.093903
31	-0.029377	-0.2014	0.420627
32	0.01367	0.0937	0.462866
33	0.073274	0.5023	0.308885
34	-0.113082	-0.7753	0.221037
35	-0.008787	-0.0602	0.476111
36	-0.145331	-0.9963	0.162094

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.044107 & 0.3024 & 0.381847 \tabularnewline
2 & -0.118167 & -0.8101 & 0.210978 \tabularnewline
3 & 0.019243 & 0.1319 & 0.447803 \tabularnewline
4 & 0.081663 & 0.5599 & 0.289119 \tabularnewline
5 & -0.063923 & -0.4382 & 0.331612 \tabularnewline
6 & 0.039197 & 0.2687 & 0.394659 \tabularnewline
7 & -0.042333 & -0.2902 & 0.386463 \tabularnewline
8 & 0.05014 & 0.3437 & 0.366287 \tabularnewline
9 & 0.051833 & 0.3553 & 0.36196 \tabularnewline
10 & -0.060145 & -0.4123 & 0.340986 \tabularnewline
11 & 0.151292 & 1.0372 & 0.152473 \tabularnewline
12 & -0.216701 & -1.4856 & 0.072027 \tabularnewline
13 & 0.044787 & 0.307 & 0.380084 \tabularnewline
14 & 0.133497 & 0.9152 & 0.182376 \tabularnewline
15 & -0.033292 & -0.2282 & 0.410225 \tabularnewline
16 & 0.131888 & 0.9042 & 0.185256 \tabularnewline
17 & 0.092873 & 0.6367 & 0.263704 \tabularnewline
18 & -0.090378 & -0.6196 & 0.269257 \tabularnewline
19 & 0.043883 & 0.3008 & 0.382428 \tabularnewline
20 & -0.006075 & -0.0416 & 0.483479 \tabularnewline
21 & -0.08934 & -0.6125 & 0.271585 \tabularnewline
22 & -0.114468 & -0.7848 & 0.218269 \tabularnewline
23 & -0.174583 & -1.1969 & 0.118678 \tabularnewline
24 & -0.0093 & -0.0638 & 0.474717 \tabularnewline
25 & 0.098671 & 0.6765 & 0.251034 \tabularnewline
26 & 0.031713 & 0.2174 & 0.414413 \tabularnewline
27 & 0.019675 & 0.1349 & 0.44664 \tabularnewline
28 & 0.01507 & 0.1033 & 0.459076 \tabularnewline
29 & 0.00267 & 0.0183 & 0.492738 \tabularnewline
30 & -0.194955 & -1.3365 & 0.093903 \tabularnewline
31 & -0.029377 & -0.2014 & 0.420627 \tabularnewline
32 & 0.01367 & 0.0937 & 0.462866 \tabularnewline
33 & 0.073274 & 0.5023 & 0.308885 \tabularnewline
34 & -0.113082 & -0.7753 & 0.221037 \tabularnewline
35 & -0.008787 & -0.0602 & 0.476111 \tabularnewline
36 & -0.145331 & -0.9963 & 0.162094 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60187&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.044107[/C][C]0.3024[/C][C]0.381847[/C][/ROW]
[ROW][C]2[/C][C]-0.118167[/C][C]-0.8101[/C][C]0.210978[/C][/ROW]
[ROW][C]3[/C][C]0.019243[/C][C]0.1319[/C][C]0.447803[/C][/ROW]
[ROW][C]4[/C][C]0.081663[/C][C]0.5599[/C][C]0.289119[/C][/ROW]
[ROW][C]5[/C][C]-0.063923[/C][C]-0.4382[/C][C]0.331612[/C][/ROW]
[ROW][C]6[/C][C]0.039197[/C][C]0.2687[/C][C]0.394659[/C][/ROW]
[ROW][C]7[/C][C]-0.042333[/C][C]-0.2902[/C][C]0.386463[/C][/ROW]
[ROW][C]8[/C][C]0.05014[/C][C]0.3437[/C][C]0.366287[/C][/ROW]
[ROW][C]9[/C][C]0.051833[/C][C]0.3553[/C][C]0.36196[/C][/ROW]
[ROW][C]10[/C][C]-0.060145[/C][C]-0.4123[/C][C]0.340986[/C][/ROW]
[ROW][C]11[/C][C]0.151292[/C][C]1.0372[/C][C]0.152473[/C][/ROW]
[ROW][C]12[/C][C]-0.216701[/C][C]-1.4856[/C][C]0.072027[/C][/ROW]
[ROW][C]13[/C][C]0.044787[/C][C]0.307[/C][C]0.380084[/C][/ROW]
[ROW][C]14[/C][C]0.133497[/C][C]0.9152[/C][C]0.182376[/C][/ROW]
[ROW][C]15[/C][C]-0.033292[/C][C]-0.2282[/C][C]0.410225[/C][/ROW]
[ROW][C]16[/C][C]0.131888[/C][C]0.9042[/C][C]0.185256[/C][/ROW]
[ROW][C]17[/C][C]0.092873[/C][C]0.6367[/C][C]0.263704[/C][/ROW]
[ROW][C]18[/C][C]-0.090378[/C][C]-0.6196[/C][C]0.269257[/C][/ROW]
[ROW][C]19[/C][C]0.043883[/C][C]0.3008[/C][C]0.382428[/C][/ROW]
[ROW][C]20[/C][C]-0.006075[/C][C]-0.0416[/C][C]0.483479[/C][/ROW]
[ROW][C]21[/C][C]-0.08934[/C][C]-0.6125[/C][C]0.271585[/C][/ROW]
[ROW][C]22[/C][C]-0.114468[/C][C]-0.7848[/C][C]0.218269[/C][/ROW]
[ROW][C]23[/C][C]-0.174583[/C][C]-1.1969[/C][C]0.118678[/C][/ROW]
[ROW][C]24[/C][C]-0.0093[/C][C]-0.0638[/C][C]0.474717[/C][/ROW]
[ROW][C]25[/C][C]0.098671[/C][C]0.6765[/C][C]0.251034[/C][/ROW]
[ROW][C]26[/C][C]0.031713[/C][C]0.2174[/C][C]0.414413[/C][/ROW]
[ROW][C]27[/C][C]0.019675[/C][C]0.1349[/C][C]0.44664[/C][/ROW]
[ROW][C]28[/C][C]0.01507[/C][C]0.1033[/C][C]0.459076[/C][/ROW]
[ROW][C]29[/C][C]0.00267[/C][C]0.0183[/C][C]0.492738[/C][/ROW]
[ROW][C]30[/C][C]-0.194955[/C][C]-1.3365[/C][C]0.093903[/C][/ROW]
[ROW][C]31[/C][C]-0.029377[/C][C]-0.2014[/C][C]0.420627[/C][/ROW]
[ROW][C]32[/C][C]0.01367[/C][C]0.0937[/C][C]0.462866[/C][/ROW]
[ROW][C]33[/C][C]0.073274[/C][C]0.5023[/C][C]0.308885[/C][/ROW]
[ROW][C]34[/C][C]-0.113082[/C][C]-0.7753[/C][C]0.221037[/C][/ROW]
[ROW][C]35[/C][C]-0.008787[/C][C]-0.0602[/C][C]0.476111[/C][/ROW]
[ROW][C]36[/C][C]-0.145331[/C][C]-0.9963[/C][C]0.162094[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60187&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60187&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.044107	0.3024	0.381847
2	-0.118167	-0.8101	0.210978
3	0.019243	0.1319	0.447803
4	0.081663	0.5599	0.289119
5	-0.063923	-0.4382	0.331612
6	0.039197	0.2687	0.394659
7	-0.042333	-0.2902	0.386463
8	0.05014	0.3437	0.366287
9	0.051833	0.3553	0.36196
10	-0.060145	-0.4123	0.340986
11	0.151292	1.0372	0.152473
12	-0.216701	-1.4856	0.072027
13	0.044787	0.307	0.380084
14	0.133497	0.9152	0.182376
15	-0.033292	-0.2282	0.410225
16	0.131888	0.9042	0.185256
17	0.092873	0.6367	0.263704
18	-0.090378	-0.6196	0.269257
19	0.043883	0.3008	0.382428
20	-0.006075	-0.0416	0.483479
21	-0.08934	-0.6125	0.271585
22	-0.114468	-0.7848	0.218269
23	-0.174583	-1.1969	0.118678
24	-0.0093	-0.0638	0.474717
25	0.098671	0.6765	0.251034
26	0.031713	0.2174	0.414413
27	0.019675	0.1349	0.44664
28	0.01507	0.1033	0.459076
29	0.00267	0.0183	0.492738
30	-0.194955	-1.3365	0.093903
31	-0.029377	-0.2014	0.420627
32	0.01367	0.0937	0.462866
33	0.073274	0.5023	0.308885
34	-0.113082	-0.7753	0.221037
35	-0.008787	-0.0602	0.476111
36	-0.145331	-0.9963	0.162094

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code